CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 340-0 345-0 5-0 1.5% 347-4
High 346-4 348-2 1-6 0.5% 352-2
Low 340-0 342-6 2-6 0.8% 328-6
Close 347-0 342-6 -4-2 -1.2% 340-4
Range 6-4 5-4 -1-0 -15.4% 23-4
ATR 9-7 9-5 -0-3 -3.2% 0-0
Volume 11,982 5,151 -6,831 -57.0% 66,620
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 361-1 357-3 345-6
R3 355-5 351-7 344-2
R2 350-1 350-1 343-6
R1 346-3 346-3 343-2 345-4
PP 344-5 344-5 344-5 344-1
S1 340-7 340-7 342-2 340-0
S2 339-1 339-1 341-6
S3 333-5 335-3 341-2
S4 328-1 329-7 339-6
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 411-0 399-2 353-3
R3 387-4 375-6 347-0
R2 364-0 364-0 344-6
R1 352-2 352-2 342-5 346-3
PP 340-4 340-4 340-4 337-4
S1 328-6 328-6 338-3 322-7
S2 317-0 317-0 336-2
S3 293-4 305-2 334-0
S4 270-0 281-6 327-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 352-2 328-6 23-4 6.9% 8-2 2.4% 60% False False 13,099
10 362-2 328-6 33-4 9.8% 8-3 2.4% 42% False False 11,370
20 382-6 328-6 54-0 15.8% 7-1 2.1% 26% False False 12,259
40 483-4 328-6 154-6 45.1% 7-2 2.1% 9% False False 9,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 371-5
2.618 362-5
1.618 357-1
1.000 353-6
0.618 351-5
HIGH 348-2
0.618 346-1
0.500 345-4
0.382 344-7
LOW 342-6
0.618 339-3
1.000 337-2
1.618 333-7
2.618 328-3
4.250 319-3
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 345-4 345-4
PP 344-5 344-5
S1 343-5 343-5

These figures are updated between 7pm and 10pm EST after a trading day.

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